Filtering and smoothing algorithms for state space models (Q909400)
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scientific article; zbMATH DE number 4137213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering and smoothing algorithms for state space models |
scientific article; zbMATH DE number 4137213 |
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Filtering and smoothing algorithms for state space models (English)
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1989
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filtering algorithms
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smoothing algorithms
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state model
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modified Kalman filter
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partially diffuse initial conditions
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limiting normalized likelihood
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